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With such an ambiguous request and no examples of what you like, the best I can offer is about 3/4 of the anime ever made. You might have better luck just hitting links randomly at a site like AniDB or ANN and seeing what tickles your fancy.

I thought of two more series that might fit the bill. Try the female protagonists from Agent Aika and Najica Blitz Tactics. Pretty much both dealling with the Spy genera with the latter one once being promoted with it's own limited edition panty to commemorated it's North American release from the now defunct ADV Films.

Kurohime
The Legend of Maian
Kanojo wa Kanno Shosetsuka
Zero In
Change123
I guess Peridot would be good as well, altho not much to it really expect for the fact that the main lead is just hot enough to make it worth the read but only just.

Railgun(Misaka, Kuroko and Saten. I luve all three!)Pandora Hearts(Alice!)Black Lagoon(Revy, that might be a matter of taste though)Ga-Rei-Zero(Yomi, Kagura and a whole lot of fun)Gunslinger Girl(loli's with guns)Garden of Sinners(Shiki she's strong and sexy as hell)Kaze no Stigma(Tsundere lead)Nanoha(first season has loli's)Spice and Wolf(Delicious Horo)Tatakau Shisho - The Book of Bantorra (the female protagonist doesn't get all that much screen time concidering she's the main protogonist)Vampire Knight Guilty(shoujo series)Kaichou wa Maid-sama!(shoujo series)